Interpolating log-determinant and trace of the powers of matrix A+ tB
From MaRDI portal
Publication:2103995
Abstract: We develop heuristic interpolation methods for the functions and where the matrices and are Hermitian and positive (semi) definite and and are real variables. These functions are featured in many applications in statistics, machine learning, and computational physics. The presented interpolation functions are based on the modification of sharp bounds for these functions. We demonstrate the accuracy and performance of the proposed method with numerical examples, namely, the marginal maximum likelihood estimation for Gaussian process regression and the estimation of the regularization parameter of ridge regression with the generalized cross-validation method.
Recommendations
- Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature
- Randomized matrix-free trace and log-determinant estimators
- Approximating spectral sums of large-scale matrices using stochastic Chebyshev approximations
- Approximate implementation of the logarithm of the matrix determinant in Gaussian process regression
- Randomized block Krylov subspace methods for trace and log-determinant estimators
Cites work
- scientific article; zbMATH DE number 47926 (Why is no real title available?)
- scientific article; zbMATH DE number 1226426 (Why is no real title available?)
- scientific article; zbMATH DE number 647292 (Why is no real title available?)
- scientific article; zbMATH DE number 1058089 (Why is no real title available?)
- scientific article; zbMATH DE number 1083101 (Why is no real title available?)
- scientific article; zbMATH DE number 1941665 (Why is no real title available?)
- scientific article; zbMATH DE number 2061729 (Why is no real title available?)
- scientific article; zbMATH DE number 852536 (Why is no real title available?)
- scientific article; zbMATH DE number 967931 (Why is no real title available?)
- scientific article; zbMATH DE number 3073200 (Why is no real title available?)
- 10.1162/15324430152748236
- A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
- A probing method for computing the diagonal of a matrix inverse.
- A singular woodbury and pseudo-determinant matrix identities and application to Gaussian process regression
- A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
- A trace inequality of John von Neumann
- Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides
- Analytic Inequalities
- Bayesian experimental design: A review
- Chebyshev rational spectral and pseudospectral methods on a semi‐infinite interval
- Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
- Direct Methods for Sparse Linear Systems
- Efficient algorithms for robust generalized cross-validation spline smoothing
- Estimates in quadratic formulas
- Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse
- Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature
- Gaussian processes for machine learning.
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Hierarchical probing for estimating the trace of the matrix inverse on toroidal lattices
- Inequalities: theory of majorization and its applications
- Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\)
- Interpolation with minimized curvature
- Jensen and Minkowski inequalities for operator means and anti-norms
- Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models
- Large-scale geodetic least-squares adjustment by dissection and orthogonal decomposition
- Matrices, moments and quadrature with applications
- Matrix theory. Basic results and techniques
- Norm and anti-norm inequalities for positive semi-definite matrices
- Numerical methods for experimental design of large-scale linear ill-posed inverse problems
- On computing the inverse of a sparse matrix
- Pattern recognition and machine learning.
- Practical Approximate Solutions to Linear Operator Equations When the Data are Noisy
- Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
- Randomized matrix-free trace and log-determinant estimators
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Some large-scale matrix computation problems
- The elements of statistical learning. Data mining, inference, and prediction
Cited in
(3)- Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\)
- A singular woodbury and pseudo-determinant matrix identities and application to Gaussian process regression
- Nonintrusive approximation of parametrized limits of matrix power algorithms -- application to matrix inverses and log-determinants
This page was built for publication: Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2103995)
